+188.6%
GS vs SOXQ
+173.2%
+15.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.9% |
| 7D | -3.2% | -12.2% | +9.0% | +1.7% |
| 30D | -2.4% | -28.2% | +25.8% | +11.0% |
| 3M | -15.7% | -22.1% | +6.3% | -7.6% |
| 6M | -6.8% | -18.1% | +11.4% | -2.0% |
| YTD | -0.1% | +32.7% | -32.8% | -15.3% |
| 1Y | +12.1% | +34.1% | -22.0% | -5.6% |
| All | +188.6% | +173.2% | +15.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SOXQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling